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paperposterbot.bsky.social
ArXiv Paperboy (Stat.ME+Econ.EM)
@paperposterbot.bsky.social
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posts updates from arXiv rss feeds for methodology papers in Statistics and Econometrics. Also maintains an arxiv and posts random papers from it.

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arXiv📈🤖
Estimation and Inference for Synthetic Control Methods with Spillover Effects
By Cao, Dowd
Estimation and inference procedures for synthetic control methods often do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control methods, allowing for spillover effects. We propose estimators for both direct treatment effects and spillover effects and show that they are asymptotically unbiased. In addition, we propose an inferential procedure and show that it is asymptotically unbiased. Our estimation and inference procedure applies to cases with multiple treated units and/or multiple post-treatment periods, and to ones where the underlying factor model is either stationary or cointegrated. We discuss the bias from misspecified spillover structures and propose a test for correct specification. We apply our method to a classic empirical example that investigates the effect of California's tobacco control program as in Abadie et al. (2010) and find evidence of spillovers. We contrast our method with the pure-donor approach through a sensitivity analysis.
January 23, 2026 at 4:54 PM
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arXiv📈🤖
Synthetic Augmentation in Imbalanced Learning: When It Helps, When It Hurts, and How Much to Add
By Ma, Zhang
Imbalanced classification, where one class is observed far less frequently than the other, often causes standard training procedures to prioritize the majority class and perform poorly on rare but important cases. A classic and widely used remedy is to augment the minority class with synthetic examples, but two basic questions remain under-resolved: when does synthetic augmentation actually help, and how many synthetic samples should be generated? We develop a unified statistical framework for synthetic augmentation in imbalanced learning, studying models trained on imbalanced data augmented with synthetic minority samples and evaluated under the balanced population risk. Our theory shows that synthetic data is not always beneficial. In a ``local symmetry" regime, imbalance is not the dominant source of error near the balanced optimum, so adding synthetic samples cannot improve learning rates and can even degrade performance by amplifying generator mismatch. When augmentation can help (a ``local asymmetry" regime), the optimal synthetic size depends on generator accuracy and on whether the generator's residual mismatch is directionally aligned with the intrinsic majority-minority shift. This structure can make the best synthetic size deviate from naive full balancing, sometimes by a small refinement and sometimes substantially when generator bias is systematic. Practically, we recommend Validation-Tuned Synthetic Size (VTSS): select the synthetic size by minimizing balanced validation loss over a range centered near the fully balanced baseline, while allowing meaningful departures when the data indicate them. Simulations and a real sepsis prediction study support the theory and illustrate when synthetic augmentation helps, when it cannot, and how to tune its quantity effectively.
January 23, 2026 at 4:50 PM
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arXiv📈🤖
Fully Functional Weighted Testing for Abrupt and Gradual Location Changes in Functional Time Series
By Kirch, Rano\v{s}ov\'a, Wendler
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based on a functional CUSUM (cumulative sum) statistic. The former have often been criticized as not being fully functional and losing too much information. On the other hand, unlike the latter, they take the covariance structure of the data into account by weighting the CUSUM statistics obtained after dimension reduction with the inverse covariance matrix. In this paper, as a middle ground between these two approaches, we propose an alternative statistic that includes the covariance structure with an offset parameter to produce a scale-invariant test procedure and to increase power when the change is not aligned with the first components. We obtain the asymptotic distribution under the null hypothesis for this new test statistic, allowing for time dependence of the data. Furthermore, we introduce versions of all three test statistics for gradual change situations, which have not been previously considered for functional data, and derive their limit distribution. Further results shed light on the asymptotic power behavior for all test statistics under various ground truths for the alternatives.
January 23, 2026 at 4:46 PM
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arXiv📈🤖
Community-Size Biases in Statistical Inference of Communities in Temporal Networks
By Faust, Amini, Porter
In the study of time-dependent (i.e., temporal) networks, researchers often examine the evolution of communities, which are sets of densely connected sets of nodes that are connected sparsely to other nodes. An increasingly prominent approach to studying community structure in temporal networks is statistical inference. In the present paper, we study the performance of a class of statistical-inference methods for community detection in temporal networks. We represent temporal networks as multilayer networks, with each layer encoding a time step, and we illustrate that statistical-inference models that generate community assignments via either a uniform distribution on community assignments or discrete-time Markov processes are biased against generating communities with large or small numbers of nodes. In particular, we demonstrate that statistical-inference methods that use such generative models tend to poorly identify community structure in networks with large or small communities. To rectify this issue, we introduce a novel statistical model that generates the community assignments of the nodes in given layer (i.e., at a given time) using all of the community assignments in the previous layer. We prove results that guarantee that our approach greatly mitigates the bias against large and small communities, so using our generative model is beneficial for studying community structure in networks with large or small communities. Our code is available at https://github.com/tfaust0196/TemporalCommunityComparison.
January 23, 2026 at 4:43 PM
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arXiv📈🤖
Robust X-Learner: Breaking the Curse of Imbalance and Heavy Tails via Robust Cross-Imputation
By Uehara
Estimating Heterogeneous Treatment Effects (HTE) in industrial applications such as AdTech and healthcare presents a dual challenge: extreme class imbalance and heavy-tailed outcome distributions. While the X-Learner framework effectively addresses imbalance through cross-imputation, we demonstrate that it is fundamentally vulnerable to "Outlier Smearing" when reliant on Mean Squared Error (MSE) minimization. In this failure mode, the bias from a few extreme observations ("whales") in the minority group is propagated to the entire majority group during the imputation step, corrupting the estimated treatment effect structure. To resolve this, we propose the Robust X-Learner (RX-Learner). This framework integrates a redescending {\gamma}-divergence objective -- structurally equivalent to the Welsch loss under Gaussian assumptions -- into the gradient boosting machinery. We further stabilize the non-convex optimization using a Proxy Hessian strategy grounded in Majorization-Minimization (MM) principles. Empirical evaluation on a semi-synthetic Criteo Uplift dataset demonstrates that the RX-Learner reduces the Precision in Estimation of Heterogeneous Effect (PEHE) metric by 98.6% compared to the standard X-Learner, effectively decoupling the stable "Core" population from the volatile "Periphery".
January 23, 2026 at 4:39 PM
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arXiv📈🤖
Inference on the Significance of Modalities in Multimodal Generalized Linear Models
By Jin, Wu, Li
Despite the popular of multimodal statistical models, there lacks rigorous statistical inference tools for inferring the significance of a single modality within a multimodal model, especially in high-dimensional models. For high-dimensional multimodal generalized linear models, we propose a novel entropy-based metric, called the expected relative entropy, to quantify the information gain of one modality in addition to all other modalities in the model. We propose a deviance-based statistic to estimate the expected relative entropy, prove that it is consistent and its asymptotic distribution can be approximated by a non-central chi-squared distribution. That enables the calculation of confidence intervals and p-values to assess the significance of the expected relative entropy for a given modality. We numerically evaluate the empirical performance of our proposed inference tool by simulations and apply it to a multimodal neuroimaging dataset to demonstrate its good performance on various high-dimensional multimodal generalized linear models.
January 23, 2026 at 4:38 PM
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arXiv📈🤖
On the spherical cardioid distribution and its goodness-of-fit
By Garc\'ia-Portugu\'es
In this paper, we study the spherical cardioid distribution, a higher-dimensional and higher-order generalization of the circular cardioid distribution. This distribution is rotationally symmetric and generates unimodal, multimodal, axial, and girdle-like densities. We show several characteristics of the spherical cardioid that make it highly tractable: simple density evaluation, closedness under convolution, explicit expressions for vectorized moments, and efficient simulation. The moments of the spherical cardioid up to a given order coincide with those of the uniform distribution on the sphere, highlighting its closeness to the latter. We derive estimators by the method of moments and maximum likelihood, their asymptotic distributions, and their asymptotic relative efficiencies. We give the machinery for a bootstrap goodness-of-fit test based on the projected-ecdf approach, including the projected distribution and closed-form expressions for test statistics. An application to modeling the orbits of long-period comets shows the usefulness of the spherical cardioid distribution in real data analyses.
January 23, 2026 at 4:34 PM
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arXiv📈🤖
A Fast Monte Carlo Newton-Raphson Algorithm to Estimate Generalized Linear Mixed Models with Dense Covariance
By Watson, Wang, Giorgi
Estimation of Generalised linear mixed models (GLMM) including spatial Gaussian process models is often considered computationally impractical for even moderately sized datasets. In this article, we propose a fast Monte Carlo maximum likelihood (MCML) algorithm for the estimation of GLMMs. The algorithm is a stochastic Newton-Raphson method, which approximates the expected Hessian and gradient of the log-likelihood by drawing samples of the random effects. We propose a new stopping criterion for efficient termination and preventing long runs of sampling in the stationary post-convergence phase of the algorithm and discuss Monte Carlo sample size choice. We run a series of simulation comparisons of spatial statistical models alongside the popular integrated nested Laplacian approximation method and demonstrate potential for similar or improved estimator performance and reduced running times. We also consider scaling of the algorithms to large datasets and demonstrate a greater than 100-fold reduction in running times using modern GPU hardware to illustrate the feasibility of full maximum likelihood methods with big spatial datasets.
January 23, 2026 at 4:31 PM
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arXiv📈🤖
A Hierarchical Bayesian Framework for Model-based Prognostics
By Jia, Papaioannou, Straub
In prognostics and health management (PHM) of engineered systems, maintenance decisions are ideally informed by predictions of a system's remaining useful life (RUL) based on operational data. Model-based prognostics algorithms rely on a parametric model of the system degradation process. The model parameters are learned from real-time operational data collected on the system. However, there can be valuable information in data from similar systems or components, which is not typically utilized in PHM. In this contribution, we propose a hierarchical Bayesian modeling (HBM) framework for PHM that integrates both operational data and run-to-failure data from similar systems or components. The HBM framework utilizes hyperparameter distributions learned from data of similar systems or components as priors. It enables efficient updates of predictions as more information becomes available, allowing for increasingly accurate assessments of the degradation process and its associated variability. The effectiveness of the proposed framework is demonstrated through two experimental applications involving real-world data from crack growth and lithium battery degradation. Results show significant improvements in RUL prediction accuracy and demonstrate how the framework facilitates uncertainty management through predictive distributions.
January 23, 2026 at 4:29 PM
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arXiv📈🤖
Leave-one-out testing for node-level differences in Gaussian graphical models
By Benussi, Alongi, Banzato
We study two-sample equality testing in Gaussian graphical models. Classical likelihood ratio tests on decomposable graphs admit clique-wise factorizations, offering limited localization and unstable finite-sample behaviour. We propose node-level inference via a leave-one-out Bartlett-adjusted test on a fully connected graph. The resulting increments have standard chi-square null limits, enabling calibrated significance for single nodes and fixed-size subsets. Simulations confirm validity, and a case study shows practical utility.
January 23, 2026 at 4:26 PM
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arXiv📈🤖
A two-sample pseudo-observation-based regression approach for the relative treatment effect
By Dobler, Schenk, Schmid
The relative treatment effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered for both ordinal or right-censored time-to-event outcomes. For both cases, the present paper introduces a distribution-free regression model that relates the relative treatment effect to a linear combination of covariates. To fit the model, we develop a pseudo-observation-based procedure yielding consistent and asymptotically normal coefficient estimates. In addition, we propose bootstrap-based hypothesis tests to infer the effects of the covariates on the relative treatment effect. A simulation study compares the novel method to Cox regression, demonstrating that the proposed hypothesis tests have high power and keep up with the z-test of the Cox model even in scenarios where the latter is specified correctly. The new methods are used to re-analyze data from the SUCCESS-A trial for progression-free survival of breast cancer patients.
January 23, 2026 at 4:22 PM
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arXiv📈🤖
Three's a crowd: Identification challenges in the triple difference model with spillover effects
By Nicol\`o, Biondi, Mazzocchi
The paper studies identification in triple-difference designs when spillover effects contaminate one or more control groups. We show that, under conventional identifying assumptions, the triple-difference model fails to identify both the treatment effect and the spillover effect under such interference. To overcome this limitation, we propose an alternative specification, the double-triple-difference model, and explicitly formalize identifying assumptions and spillover structures required for consistent identification of both effects. We derive formal identification results and assess the performance of the proposed model through Monte Carlo simulations. An empirical application evaluating a Special Economic Zone in Italy is provided.
January 23, 2026 at 4:18 PM
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arXiv📈🤖
Learning Functional Graphs with Nonlinear Sufficient Dimension Reduction
By Kim, Li
Functional graphical models have undergone extensive development during the recent years, leading to a variety models such as the functional Gaussian graphical model, the functional copula Gaussian graphical model, the functional Bayesian graphical model, the nonparametric functional additive graphical model, and the conditional functional graphical model. These models rely either on some parametric form of distributions on random functions, or on additive conditional independence, a criterion that is different from probabilistic conditional independence. In this paper we introduce a nonparametric functional graphical model based on functional sufficient dimension reduction. Our method not only relaxes the Gaussian or copula Gaussian assumptions, but also enhances estimation accuracy by avoiding the ``curse of dimensionality''. Moreover, it retains the probabilistic conditional independence as the criterion to determine the absence of edges. By doing simulation study and analysis of the f-MRI dataset, we demonstrate the advantages of our method.
January 23, 2026 at 4:15 PM
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arXiv📈🤖
Model-Free Inference for Characterizing Protein Mutations through a Coevolutionary Lens
By Yang, Ren, Zhou et al
Multiple sequence alignment (MSA) data play a crucial role in the study of protein mutations, with contact prediction being a notable application. Existing methods are often model-based or algorithmic and typically do not incorporate statistical inference to quantify the uncertainty of the prediction outcomes. To address this, we propose a novel framework that transforms the task of contact prediction into a statistical testing problem. Our approach is motivated by the partial correlation for continuous random variables. With one-hot encoding of MSA data, we are able to construct a partial correlation graph for multivariate categorical variables. In this framework, two connected nodes in the graph indicate that the corresponding positions on the protein form a contact. A new spectrum-based test statistic is introduced to test whether two positions are partially correlated. Moreover, the new framework enables the identification of amino acid combinations that contribute to the correlation within the identified contacts, an important but largely unexplored aspect of protein mutations. Numerical experiments demonstrate that our proposed method is valid in terms of controlling Type I errors and powerful in general. Real data applications on various protein families further validate the practical utility of our approach in coevolution and mutation analysis.
January 23, 2026 at 4:13 PM
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arXiv📈🤖
Distributional Balancing for Causal Inference: A Unified Framework via Characteristic Function Distance
By Santra, Chen, Park
Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example, via inverse propensity score weighting or by matching a finite number of covariate moments, and therefore do not guarantee balance of the full joint covariate distributions. Recently, distributional balancing methods have emerged as robust, nonparametric alternatives that directly target alignment of entire covariate distributions, but they lack a unified framework, formal theoretical guarantees, and valid inferential procedures. We introduce a unified framework for nonparametric distributional balancing based on the characteristic function distance (CFD) and show that widely used discrepancy measures, including the maximum mean discrepancy and energy distance, arise as special cases. Our theoretical analysis establishes conditions under which the resulting CFD-based weighting estimator achieves $\sqrt{n}$-consistency. Since the standard bootstrap may fail for this estimator, we propose subsampling as a valid alternative for inference. We further extend our approach to an instrumental variable setting to address potential unmeasured confounding. Finally, we evaluate the performance of our method through simulation studies and a real-world application, where the proposed estimator performs well and exhibits results consistent with our theoretical predictions.
January 23, 2026 at 4:09 PM
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arXiv📈🤖
From Estimands to Robust Inference of Treatment Effects in Platform Trials
By
arXiv:2411.12944v1 Announce Type: new Abstract: A platform trial is an innovative clinical trial design that uses a master protocol (i.e., one overarching protocol) to evaluate multiple treatments in an ongoing manner and can accelerate the evaluation of new treatments. However, the flexibility that marks the potential of platform trials also creates inferential challenges. Two key challenges are the precise definition of treatment effects and the robust and efficient inference on these effects. To address these challenges, we first define a clinically meaningful estimand that characterizes the treatment effect as a function of the expected outcomes under two given treatments among concurrently eligible patients. Then, we develop weighting and post-stratification methods for estimation of treatment effects with minimal assumptions. To fully leverage the efficiency potential of data from concurrently eligible patients, we also consider a model-assisted approach for baseline covariate adjustment to gain efficiency while maintaining robustness against model misspecification. We derive and compare asymptotic distributions of proposed estimators in theory and propose robust variance estimators. The proposed estimators are empirically evaluated in a simulation study and illustrated using the SIMPLIFY trial. Our methods are implemented in the R package RobinCID.
January 23, 2026 at 3:35 AM
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arXiv📈🤖
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations
By
This paper considers a linear regression model with an endogenous regressor which arises from a nonlinear transformation of a latent variable. It is shown that the corresponding coefficient can be consistently estimated without external instruments by adding a rank-based transformation of the regressor to the model and performing standard OLS estimation. In contrast to other approaches, our nonparametric control function approach does not rely on a conformably specified copula. Furthermore, the approach allows for the presence of additional exogenous regressors which may be (linearly) correlated with the endogenous regressor(s). Consistency and asymptotic normality of the estimator are proved and the estimator is compared with copula based approaches by means of Monte Carlo simulations. An empirical application on wage data of the US current population survey demonstrates the usefulness of our method.
January 23, 2026 at 1:35 AM
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arXiv📈🤖
Refining Counterfactual Explanations With Joint-Distribution-Informed Shapley Towards Actionable Minimality
By
arXiv:2410.05419v1 Announce Type: cross Abstract: Counterfactual explanations (CE) identify data points that closely resemble the observed data but produce different machine learning (ML) model outputs, offering critical insights into model decisions. Despite the diverse scenarios, goals and tasks to which they are tailored, existing CE methods often lack actionable efficiency because of unnecessary feature changes included within the explanations that are presented to users and stakeholders. We address this problem by proposing a method that minimizes the required feature changes while maintaining the validity of CE, without imposing restrictions on models or CE algorithms, whether instance- or group-based. The key innovation lies in computing a joint distribution between observed and counterfactual data and leveraging it to inform Shapley values for feature attributions (FA). We demonstrate that optimal transport (OT) effectively derives this distribution, especially when the alignment between observed and counterfactual data is unclear in used CE methods. Additionally, a counterintuitive finding is uncovered: it may be misleading to rely on an exact alignment defined by the CE generation mechanism in conducting FA. Our proposed method is validated on extensive experiments across multiple datasets, showcasing its effectiveness in refining CE towards greater actionable efficiency.
January 22, 2026 at 10:07 PM
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arXiv📈🤖
Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic
By
During the COVID-19 pandemic, governments faced the challenge of managing population behavior to prevent their healthcare systems from collapsing. Sweden adopted a strategy centered on voluntary sanitary recommendations while Belgium resorted to mandatory measures. Their consequences on pandemic progression and associated economic impacts remain insufficiently understood. This study leverages the divergent policies of Belgium and Sweden during the COVID-19 pandemic to relax the unrealistic -- but persistently used -- assumption that social contacts are not influenced by an epidemic's dynamics. We develop an epidemiological-economic co-simulation model where pandemic-induced behavioral changes are a superposition of voluntary actions driven by fear, prosocial behavior or social pressure, and compulsory compliance with government directives. Our findings emphasize the importance of early responses, which reduce the stringency of measures necessary to safeguard healthcare systems and minimize ensuing economic damage. Voluntary behavioral changes lead to a pattern of recurring epidemics, which should be regarded as the natural long-term course of pandemics. Governments should carefully consider prolonging lockdown longer than necessary because this leads to higher economic damage and a potentially higher second surge when measures are released. Our model can aid policymakers in the selection of an appropriate long-term strategy that minimizes economic damage.
January 22, 2026 at 7:09 PM
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arXiv📈🤖
Estimating Gaussian graphical models of multi-study data with Multi-Study Factor Analysis
By Shutta, Scholtens, Jr. et al
Network models are powerful tools for gaining new insights from complex biological data. Most lines of investigation in biology involve comparing datasets in the setting where the same predictors are measured across multiple studies or conditions (multi-study data). Consequently, the development of statistical tools for network modeling of multi-study data is a highly active area of research. Multi-study factor analysis (MSFA) is a method for estimation of latent variables (factors) in multi-study data. In this work, we generalize MSFA by adding the capacity to estimate Gaussian graphical models (GGMs). Our new tool, MSFA-X, is a framework for latent variable-based graphical modeling of shared and study-specific signals in multi-study data. We demonstrate through simulation that MSFA-X can recover shared and study-specific GGMs and outperforms a graphical lasso benchmark. We apply MSFA-X to analyze maternal response to an oral glucose tolerance test in targeted metabolomic profiles from the Hyperglycemia and Adverse Pregnancy Outcomes (HAPO) Study, identifying network-level differences in glucose metabolism between women with and without gestational diabetes mellitus.
January 22, 2026 at 5:02 PM
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arXiv📈🤖
Recommending Best Paper Awards for ML/AI Conferences via the Isotonic Mechanism
By Wen, Su, Collina et al
Machine learning and artificial intelligence conferences such as NeurIPS and ICML now regularly receive tens of thousands of submissions, posing significant challenges to maintaining the quality and consistency of the peer review process. This challenge is particularly acute for best paper awards, which are an important part of the peer review process, yet whose selection has increasingly become a subject of debate in recent years. In this paper, we introduce an author-assisted mechanism to facilitate the selection of best paper awards. Our method employs the Isotonic Mechanism for eliciting authors' assessments of their own submissions in the form of a ranking, which is subsequently utilized to adjust the raw review scores for optimal estimation of the submissions' ground-truth quality. We demonstrate that authors are incentivized to report truthfully when their utility is a convex additive function of the adjusted scores, and we validate this convexity assumption for best paper awards using publicly accessible review data of ICLR from 2019 to 2023 and NeurIPS from 2021 to 2023. Crucially, in the special case where an author has a single quota -- that is, may nominate only one paper -- we prove that truthfulness holds even when the utility function is merely nondecreasing and additive. This finding represents a substantial relaxation of the assumptions required in prior work. For practical implementation, we extend our mechanism to accommodate the common scenario of overlapping authorship. Finally, simulation results demonstrate that our mechanism significantly improves the quality of papers selected for awards.
January 22, 2026 at 4:58 PM
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arXiv📈🤖
Central subspace data depth
By Francisci, Agostinelli
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the data and as input to further statistical analysis. An important property of data depth is related to symmetric distributions as the point with the highest depth value, the center, coincides with the point of symmetry. However, there are applications in which it is more natural to consider symmetry with respect to a subspace of a certain dimension rather than to a point, i.e. a subspace of dimension zero. We provide a general framework to construct statistical data depths which attain maximum value in a subspace, providing a center-outward ordering from that subspace. We refer to these data depths as central subspace data depths. Moreover, if the distribution is symmetric with respect to a subspace, then the depth is maximized at that subspace. We introduce general notions of symmetry about a subspace for distributions, study the properties of central subspace data depths and provide asymptotic convergence for the corresponding sample versions. Additionally, we discuss connections with projection pursuit and dimension reduction. An application based on custom data fraud detection shows the importance of the proposed approach and strengthens its potential.
January 22, 2026 at 4:56 PM
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arXiv📈🤖
Finite-Sample Inference for Sparsely Permuted Linear Regression
By Ota, Imaizumi
We study a noisy linear observation model with an unknown permutation called permuted/shuffled linear regression, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. This unknown permutation is a key component of the data-generating process, yet its statistical investigation remains challenging due to its discrete nature. In this study, we develop a general statistical inference framework on the permutation and regression coefficients. First, we introduce a localization step that reduces the permutation space to a small candidate set building on recent advances in the repro samples method, whose miscoverage decays polynomially with the number of Monte Carlo samples. Then, based on this localized set, we provide statistical inference procedures: a conditional Monte Carlo test of permutation structures with valid finite-sample Type-I error control. We also develop coefficient inference that remains valid under alignment uncertainty of permutations. For computational purposes, we develop a linear assignment problem computable in polynomial time complexity and demonstrate that its solution asymptotically converges to that of the conventional least squares problem with large computational cost. Extensions to partially permuted designs and ridge regularization are also discussed. Extensive simulations and an application to Beijing air-quality data corroborate finite-sample validity, strong power to detect mismatches, and practical scalability.
January 22, 2026 at 4:53 PM
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arXiv📈🤖
Semi-Supervised Mixture Models under the Concept of Missing at Radom with Margin Confidence and Aranda Ordaz Function
By Liao, Lyu
This paper presents a semi-supervised learning framework for Gaussian mixture modelling under a Missing at Random (MAR) mechanism. The method explicitly parameterizes the missingness mechanism by modelling the probability of missingness as a function of classification uncertainty. To quantify classification uncertainty, we introduce margin confidence and incorporate the Aranda Ordaz (AO) link function to flexibly capture the asymmetric relationships between uncertainty and missing probability. Based on this formulation, we develop an efficient Expectation Conditional Maximization (ECM) algorithm that jointly estimates all parameters appearing in both the Gaussian mixture model (GMM) and the missingness mechanism, and subsequently imputes the missing labels by a Bayesian classifier derived from the fitted mixture model. This method effectively alleviates the bias induced by ignoring the missingness mechanism while enhancing the robustness of semi-supervised learning. The resulting uncertainty-aware framework delivers reliable classification performance in realistic MAR scenarios with substantial proportions of missing labels.
January 22, 2026 at 4:51 PM
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arXiv📈🤖
Implementing Substance Over Form: A Novel Metric for Taxing E-commerce to Address Deterritorialization
By Tuobang
Against the backdrop of e-commerce restructuring consumption patterns, last-mile delivery stations have substantially fulfilled the function of community retail distribution. However, the current tax system only levies a low labor service tax on delivery fees, resulting in a tax contribution from the massive circulating goods value that is significantly lower than that of retail supermarkets of equivalent scale. This disparity not only triggers local tax base erosion but also fosters unfair competition. Based on the "substance over form" principle, this paper proposes a tax rate calculation method using "delivery fee plus insurance premium" as the base, corrected through "goods value conversion." This method aims to align the substantive tax burden of e-commerce with that of community retail at the terminal stage, effectively internalizing the high negative externalities of delivery stations through fiscal instruments, addressing E-commerce Deterritorialization.
January 22, 2026 at 4:46 PM